Isn't that the normal reaction upon sensing that you're being watched? But at most all I could get was a glimpse of them leaving and even if I tried to chase I couldn't get them... Either they are very fast or it's someone with powers or something.

[Or both. It's a pity the second option is actually plausible.]

Or they weren't really spying. As I said I'm not sure but I can't help to get a bit worried.